The Apollo Experience Report: Thermal Protection Subsystem explains that there are three sections to the Apollo heat shield:
The aft heat shield, at the "base" of the cone and adjacent to the SM. This is probably what you think of when you hear "heat shield".
The crew compartment heat shield, on the "sides" of the cone. It covered the main hatch and has many openings for windows, RCS engines, antennas, and vents.
The forward heat shield, at the "tip" of the cone. It covered the docking tunnel.
All three heat shields were made of a fiberglass honeycomb filled with epoxy.
The forward heat shield was automatically ejected at 24,000 feet by a baroswitch (with manual backup switches). It had its own parachute, landed separately from the CM, and had its own recovery helicopter. The other two heat shields remained attached to the CM. The drogue, pilot, and main parachutes were completely separate from the heat shield chute, and began their deployment sequence two seconds after 24,000 feet.
Where are the forward heat shields today? Are they with their respective command modules? Were some lost to the ocean? In some government warehouse next to the Ark of the Covenant? I can only account for Apollo 15's, which was extensively examined as a possible cause of the failure of one main parachute on that flight.